{smcl}
{com}{sf}{ul off}{txt}{.-}
       log:  {res}breaks.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res} 9 Jan 2011, 18:09:29

{com}. do "C:\Users\Piotr\AppData\Local\Temp\STD06000000.tmp"
{txt}
{com}. * Running sup-Wald tests to find break dates
. 
. use IraqAll_all.dta, replace
{txt}
{com}. 
. tsset Quarter
{res}{txt}{col 9}time variable:  {res}{col 25}Quarter, 1968:1 to 2007:4
{txt}{col 17}delta:  {res}1 quarter
{txt}
{com}. 
. *** ALL COUNTRIES ***
. 
. ** mAll **
. 
. forvalues i=1/7 {c -(}
{txt}  2{com}. qui arima mAll, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-887.0249{col 48}    3{col 57}  1780.05{col 69} 1789.275
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-887.0247{col 48}    4{col 57} 1782.049{col 69}  1794.35
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-879.9956{col 48}    5{col 57} 1769.991{col 69} 1785.367
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-878.7098{col 48}    6{col 57}  1769.42{col 69} 1787.871
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37} -878.606{col 48}    7{col 57} 1771.212{col 69} 1792.738
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-878.3889{col 48}    8{col 57} 1772.778{col 69} 1797.379
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-873.7199{col 48}    9{col 57}  1765.44{col 69} 1793.116
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. * BIC: Choosing model AR(3) 
. 
. * 7.5% trimming - testing for the break date for all 43 =< D < 180
. gen Fvalue=.
{txt}(160 missing values generated)

{com}. forvalues i=43/180 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mAll*D`i'
{txt}  5{com}. qui gen L2D=l2.mAll*D`i'
{txt}  6{com}. qui gen L3D=l3.mAll*D`i'
{txt}  7{com}. qui regress mAll l.mAll l2.mAll l3.mAll D`i' L1D L2D L3D
{txt}  8{com}. qui test D`i'=L1D=L2D=L3D=0
{txt}  9{com}. qui return list
{txt} 10{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 11{com}. qui drop D`i' L1D L2D L3D
{txt} 12{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. *Picks Q177 with F=17.69
. 
. *Checking for earlier breaks with 7.5% trimming
. drop if Quarter>176
{txt}(15 observations deleted)

{com}. * 7.5% trimming - testing for the break date for all 42 =< D < 167
. gen Fvalue=.
{txt}(145 missing values generated)

{com}. forvalues i=42/167 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mAll*D`i'
{txt}  5{com}. qui gen L2D=l2.mAll*D`i'
{txt}  6{com}. qui gen L3D=l3.mAll*D`i'
{txt}  7{com}. qui regress mAll l.mAll l2.mAll l3.mAll D`i' L1D L2D L3D
{txt}  8{com}. qui test D`i'=L1D=L2D=L3D=0
{txt}  9{com}. qui return list
{txt} 10{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 11{com}. qui drop D`i' L1D L2D L3D
{txt} 12{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. *NOTHING SIGNIFICANT
. 
. 
. ** mCasualty **
. 
. use IraqAll_all.dta, replace
{txt}
{com}. 
. forvalues i=1/6 {c -(}
{txt}  2{com}. qui arima mCasualty, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-838.5466{col 48}    3{col 57} 1683.093{col 69} 1692.319
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-836.6417{col 48}    4{col 57} 1681.283{col 69} 1693.584
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37} -832.481{col 48}    5{col 57} 1674.962{col 69} 1690.338
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-832.0587{col 48}    6{col 57} 1676.117{col 69} 1694.568
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-829.7708{col 48}    7{col 57} 1673.542{col 69} 1695.068
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-821.5499{col 48}    8{col 57}   1659.1{col 69} 1683.701
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. * Choosing model AR(3) 
. 
. * 7.5% trimming - testing for the break date for all 46 =< D < 178
. gen Fvalue=.
{txt}(160 missing values generated)

{com}. forvalues i=46/178 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mCasualty*D`i'
{txt}  5{com}. qui gen L2D=l2.mCasualty*D`i'
{txt}  6{com}. qui gen L3D=l3.mCasualty*D`i'
{txt}  7{com}. qui regress mCasualty l.mCasualty l2.mCasualty l3.mCasualty D`i' L1D L2D L3D
{txt}  8{com}. qui test D`i'=L1D=L2D=L3D=0
{txt}  9{com}. qui return list
{txt} 10{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 11{com}. qui drop D`i' L1D L2D L3D
{txt} 12{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. 
. *Break at 2004:2 F=18.33
. 
. * Any earlier breaks?
. use IraqAll_all.dta, replace
{txt}
{com}. drop if Quarter>178
{txt}(13 observations deleted)

{com}. * 7.5% trimming - testing for the break date for all 43 =< D < 168
. gen Fvalue=.
{txt}(147 missing values generated)

{com}. forvalues i=43/168 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mCasualty*D`i'
{txt}  5{com}. qui gen L2D=l2.mCasualty*D`i'
{txt}  6{com}. qui gen L3D=l3.mCasualty*D`i'
{txt}  7{com}. qui regress mCasualty l.mCasualty l2.mCasualty l3.mCasualty D`i' L1D L2D L3D
{txt}  8{com}. qui test D`i'=L1D=L2D=L3D=0
{txt}  9{com}. qui return list
{txt} 10{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 11{com}. qui drop D`i' L1D L2D L3D
{txt} 12{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. *NO SIGNIFICANT Break, Fvalues are above significant levels
. 
. 
. ** mUS_Target **
. 
. use IraqAll_all.dta, replace
{txt}
{com}. 
. forvalues i=1/6 {c -(}
{txt}  2{com}. qui arima mUS_Target, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37} -872.518{col 48}    3{col 57} 1751.036{col 69} 1760.262
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-872.2875{col 48}    4{col 57} 1752.575{col 69} 1764.876
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-863.1158{col 48}    5{col 57} 1736.232{col 69} 1751.608
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-857.6792{col 48}    6{col 57} 1727.358{col 69} 1745.809
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-856.1533{col 48}    7{col 57} 1726.307{col 69} 1747.833
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-854.3002{col 48}    8{col 57}   1724.6{col 69} 1749.202
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. * BIC: Choosing model AR(4) 
. 
. * 7.5% trimming - testing for the break date for all 43 =< D < 180
. gen Fvalue=.
{txt}(160 missing values generated)

{com}. forvalues i=43/180 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mUS_Target*D`i'
{txt}  5{com}. qui gen L2D=l2.mUS_Target*D`i'
{txt}  6{com}. qui gen L3D=l3.mUS_Target*D`i'
{txt}  7{com}. qui gen L4D=l4.mUS_Target*D`i'
{txt}  8{com}. qui regress mUS_Target l.mUS_Target l2.mUS_Target l3.mUS_Target D`i' L1D L2D L3D L4D
{txt}  9{com}. qui test D`i'=L1D=L2D=L3D=L4D=0
{txt} 10{com}. qui return list
{txt} 11{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 12{com}. qui drop D`i' L1D L2D L3D L4D
{txt} 13{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. * Break at 177, F=18.08
. drop Fvalue
{txt}
{com}. line mUS_Target Quarter, tline(177) 
{res}{txt}
{com}. 
. *Is there a break before 177?
. drop if Quarter>176
{txt}(15 observations deleted)

{com}. * 7.5% trimming - testing for the break date for all 42 =< D < 167
. gen Fvalue=.
{txt}(145 missing values generated)

{com}. forvalues i=42/167 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mUS_Target*D`i'
{txt}  5{com}. qui gen L2D=l2.mUS_Target*D`i'
{txt}  6{com}. qui gen L3D=l3.mUS_Target*D`i'
{txt}  7{com}. qui gen L4D=l4.mUS_Target*D`i'
{txt}  8{com}. qui regress mUS_Target l.mUS_Target l2.mUS_Target l3.mUS_Target D`i' L1D L2D L3D L4D
{txt}  9{com}. qui test D`i'=L1D=L2D=L3D=L4D=0
{txt} 10{com}. qui return list
{txt} 11{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 12{com}. qui drop D`i' L1D L2D L3D L4D
{txt} 13{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. *NOTHING SIGNIFICANT
. 
. 
. * DATA USED: Incidents ONLY in IRAQ, 1998-2007, including all domestic
. 
. use MIPT_Iraq with dom for regression.dta, clear
{txt}
{com}. drop  mFatal mInj mUSFatal mUSInj mUSCasualty mUS_Target
{txt}
{com}. 
. tsset Quarter
{res}{txt}{col 9}time variable:  {res}{col 25}Quarter, 1998:1 to 2007:4
{txt}{col 17}delta:  {res}1 quarter
{txt}
{com}. 
. ** mAll **
. 
. forvalues i=1/6 {c -(}
{txt}  2{com}. qui arima mAll, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-245.6649{col 48}    3{col 57} 497.3299{col 69} 502.3965
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-245.4989{col 48}    4{col 57} 498.9979{col 69} 505.7534
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-243.2307{col 48}    5{col 57} 496.4614{col 69} 504.9058
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-241.7189{col 48}    6{col 57} 495.4379{col 69} 505.5712
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-240.8257{col 48}    7{col 57} 495.6514{col 69} 507.4736
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-240.3998{col 48}    8{col 57} 496.7996{col 69} 510.3107
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. * BIC: Choosing model AR(1) 
. 
. * 15% trimming - testing for the break date for all 157 =< D =< 178
. 
. gen Fvalue=.
{txt}(40 missing values generated)

{com}. forvalues i=157/178 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mAll*D`i'
{txt}  5{com}. qui regress mAll l.mAll D`i' L1D 
{txt}  6{com}. qui test D`i'=L1D=0
{txt}  7{com}. qui return list
{txt}  8{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt}  9{com}. qui drop D`i' L1D
{txt} 10{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. 
. *Picks Q177 with F=20.62 (2004:2)
. line mAll Quarter, tline(177)
{res}{txt}
{com}. 
. 
. ** mCasualty **
. 
. use MIPT_Iraq with dom for regression.dta, clear
{txt}
{com}. drop  mFatal mInj mUSFatal mUSInj mUSCasualty mUS_Target
{txt}
{com}. 
. tsset Quarter
{res}{txt}{col 9}time variable:  {res}{col 25}Quarter, 1998:1 to 2007:4
{txt}{col 17}delta:  {res}1 quarter
{txt}
{com}. 
. forvalues i=1/6 {c -(}
{txt}  2{com}. qui arima mCasualty, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-236.6403{col 48}    3{col 57} 479.2806{col 69} 484.3472
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-235.8313{col 48}    4{col 57} 479.6627{col 69} 486.4182
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-234.8679{col 48}    5{col 57} 479.7359{col 69} 488.1803
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-234.6993{col 48}    6{col 57} 481.3987{col 69}  491.532
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-234.5396{col 48}    7{col 57} 483.0792{col 69} 494.9013
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}   40{col 25}        .{col 37}-232.2352{col 48}    8{col 57} 480.4704{col 69} 493.9814
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. * BIC: Choosing model AR(1) 
. 
. * 15% trimming - testing for the break date for all 157 =< D =< 178
. 
. gen Fvalue=.
{txt}(40 missing values generated)

{com}. forvalues i=157/178 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mCasualty*D`i'
{txt}  5{com}. qui regress mCasualty l.mCasualty D`i' L1D 
{txt}  6{com}. qui test D`i'=L1D=0
{txt}  7{com}. qui return list
{txt}  8{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt}  9{com}. qui drop D`i' L1D 
{txt} 10{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. * SIGNIFICANT BREAK FOUND at 177 (2004:2), F=15.44
. line mCasualty Quarter, tline(177)
{res}{txt}
{com}. 
. 
. 
. 
{txt}
{com}. * DATA USED: Incidents in MICs excluding IRAQ, 1968-2007, 
. 
. use MIPT_MICs withoutIraq for regression.dta, clear
{txt}
{com}. drop  mFatal mInj mUSFatal mUSInj mUSCasualty
{txt}
{com}. 
. ** mAll **
. 
. forvalues i=1/6 {c -(}
{txt}  2{com}. qui arima mAll, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37} -665.742{col 48}    3{col 57} 1337.484{col 69}  1346.71
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-660.3072{col 48}    4{col 57} 1328.614{col 69} 1340.915
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-660.0233{col 48}    5{col 57} 1330.047{col 69} 1345.422
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-654.5557{col 48}    6{col 57} 1321.111{col 69} 1339.562
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-652.5905{col 48}    7{col 57} 1319.181{col 69} 1340.707
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-651.8539{col 48}    8{col 57} 1319.708{col 69} 1344.309
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. * BIC: Choosing model AR(4) 
. 
. * 7.5% trimming - testing for the break date for all 43 =< D < 180
. gen Fvalue=.
{txt}(160 missing values generated)

{com}. forvalues i=43/179 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mAll*D`i'
{txt}  5{com}. qui gen L2D=l2.mAll*D`i'
{txt}  6{com}. qui gen L3D=l3.mAll*D`i'
{txt}  7{com}. qui gen L4D=l4.mAll*D`i'
{txt}  8{com}. qui regress mAll l.mAll l2.mAll l3.mAll l4.mAll D`i' L1D L2D L3D L4D
{txt}  9{com}. qui test D`i'=L1D=L2D=L3D=L4D=0
{txt} 10{com}. qui return list
{txt} 11{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 12{com}. qui drop D`i' L1D L2D L3D L4D
{txt} 13{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. *NO BREAK
. 
. 
. ** mCasualty **
. 
. use MIPT_MICs withoutIraq for regression.dta, clear
{txt}
{com}. drop  mFatal mInj mUSFatal mUSInj mUSCasualty
{txt}
{com}. 
. tsset Quarter
{res}{txt}{col 9}time variable:  {res}{col 25}Quarter, 1968:1 to 2007:4
{txt}{col 17}delta:  {res}1 quarter
{txt}
{com}. 
. forvalues i=1/6 {c -(}
{txt}  2{com}. qui arima mCasualty, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-476.3961{col 48}    3{col 57} 958.7921{col 69} 968.0176
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}  -472.74{col 48}    4{col 57}   953.48{col 69} 965.7807
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-472.2823{col 48}    5{col 57} 954.5647{col 69} 969.9405
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-470.0399{col 48}    6{col 57} 952.0797{col 69} 970.5308
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-468.8324{col 48}    7{col 57} 951.6648{col 69}  973.191
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-467.2608{col 48}    8{col 57} 950.5215{col 69} 975.1229
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. * BIC: Choosing model AR(2) 
. 
. * 7.5% trimming - testing for the break date for all 43 =< D < 180
. gen Fvalue=.
{txt}(160 missing values generated)

{com}. forvalues i=43/180 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mCasualty*D`i'
{txt}  5{com}. qui gen L2D=l2.mCasualty*D`i'
{txt}  6{com}. qui regress mCasualty l.mCasualty l2.mCasualty D`i' L1D L2D 
{txt}  7{com}. qui test D`i'=L1D=L2D=0
{txt}  8{com}. qui return list
{txt}  9{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 10{com}. qui drop D`i' L1D L2D 
{txt} 11{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. * NO SIGNIFICANT BREAK 
. 
. 
. ** mUS_Target **
. 
. forvalues i=1/6 {c -(}
{txt}  2{com}. qui arima mUS_Target, ar(1/`i')
{txt}  3{com}. estat ic
{txt}  4{com}. {c )-}

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-577.4512{col 48}    3{col 57} 1160.902{col 69} 1170.128
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-563.0153{col 48}    4{col 57} 1134.031{col 69} 1146.331
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37} -562.783{col 48}    5{col 57} 1135.566{col 69} 1150.942
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-557.5969{col 48}    6{col 57} 1127.194{col 69} 1145.645
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-553.1409{col 48}    7{col 57} 1120.282{col 69} 1141.808
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17}  160{col 25}        .{col 37}-553.1356{col 48}    8{col 57} 1122.271{col 69} 1146.873
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. * BIC: Choosing model AR(5) 
. line mUS_Target Quarter
{res}{txt}
{com}. * 7.5% trimming - testing for the break date for all 43 =< D < 180
. gen Fvalue=.
{txt}(160 missing values generated)

{com}. forvalues i=43/179 {c -(}
{txt}  2{com}. qui gen D`i'=0
{txt}  3{com}. qui replace D`i'=1 if Quarter>`i'
{txt}  4{com}. qui gen L1D=l.mUS_Target*D`i'
{txt}  5{com}. qui gen L2D=l2.mUS_Target*D`i'
{txt}  6{com}. qui gen L3D=l3.mUS_Target*D`i'
{txt}  7{com}. qui gen L4D=l4.mUS_Target*D`i'
{txt}  8{com}. qui gen L5D=l5.mUS_Target*D`i'
{txt}  9{com}. qui regress mUS_Target l.mUS_Target l2.mUS_Target l3.mUS_Target l4.mUS_Target l5.mUS_Target D`i' L1D L2D L3D L4D L5D
{txt} 10{com}. qui test D`i'=L1D=L2D=L3D=L4D=L5D=0
{txt} 11{com}. qui return list
{txt} 12{com}. qui replace Fvalue=r(F) if Quarter==`i'
{txt} 13{com}. qui drop D`i' L1D L2D L3D L4D L5D
{txt} 14{com}. {c )-}
{txt}
{com}. line Fvalue Quarter
{res}{txt}
{com}. drop Fvalue
{txt}
{com}. *NO BREAK
. 
{txt}end of do-file

{com}. log close
       {txt}log:  {res}breaks.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res} 9 Jan 2011, 18:22:47
{txt}{.-}
{smcl}
{txt}{sf}{ul off}